Abstract.

The article is devoted to the author's proposal to use modern risk measurement tools for studying the mutual influence of energy enterprises. The risk of significant influence of one enterprise on another was expressed through a quantile. A mathematical model was proposed that describes the effects of mutual influence on a system of technologically related energy enterprises. The main properties of the derivative of the measured risk are described and it is shown that using a set of significant and consistent indicators, using the method of quantile regressions, it is possible to determine which adjacent enterprises can be exposed to greater risks when these change indicators is agreed.

Keywords:

mutual influence of energy enterprises, risk measure, CoVaR, quantile regression.

pp. 94-98

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